Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will design, develop, and optimize systematic market-making and liquidity-provision algorithms across digital assets and derivatives. You will research market microstructure, build and backtest quantitative models, analyze live strategy performance, and deploy strategies into low-latency production systems. You will also optimize execution across venues and develop automated risk controls and monitoring.
Requirements
- Strong quantitative degree in mathematics, statistics, physics, computer science, engineering, or a related discipline
- Strong analytical and problem-solving skills
- Strong written and verbal communication skills
- Professional experience developing algorithmic market-making strategies in highly electronic markets
- Deep understanding of market microstructure, limit-order books, execution algorithms, inventory management, and adverse selection
- Strong programming skills in Python plus C++ and/or Rust
- Experience with tick-level and order-book data and quantitative research and backtesting frameworks
- Understanding of statistical modelling, optimization, time-series analysis, and quantitative risk management
- Experience taking strategies from research through backtesting into live production
- Pre-existing right to work in Switzerland without company sponsorship
- Residence in Switzerland
Responsibilities
- Design, develop, and optimize systematic market-making and liquidity-provision algorithms
- Develop dynamic quoting models for spread optimization, inventory, volatility, liquidity, and adverse-selection risk
- Research market microstructure to improve fill quality, spread capture, and execution costs
- Build quantitative models for fair-value estimation, price prediction, order placement, and inventory and risk management
- Backtest and simulate strategies using high-frequency tick and order-book data
- Analyze live strategy performance, including P&L attribution, fill rates, queue position, mark-outs, inventory, and execution quality
- Deploy research into low-latency production trading systems
- Optimize strategies across exchanges and liquidity venues
- Develop automated risk controls and monitoring for market-making strategies